Jazz1 is a DOS program and cannot work windowed in Windows 3.1 as far as I can remember. Jazz1 even recommends players to start the game from DOS directly.
As for listening to music, better just download the songs and find a MOD player or tracker for Windows 3.1 and play them from there: https://www.jazz2online.com/downloads/3406/all-jazz1-music-ever-correcly-formatted-s3m-format-part-1/